Anic Equity¶

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Total return since start: 0.627 %¶

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Equity now: -----------------------------> 49709.37 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43677.6 Kr¶

PnL: ---------------------------------------> -1197.98 Kr¶

DD now: ---------------------------------> -6.421 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 11:37:48.132687'

Anic Portfolio¶

Today¶

Return: 0.266 %¶

This Week¶

Return: -2.053 %¶

Total portfolio value¶

Return including deposits: 62.736 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 5.800000 1511.830000 88.830000 6.240000 1423.000014
Nederman Holding 1 -3.790000 203.000000 4.000000 2.010000 199.000000
Hennes & Mauritz B 6 -1.060000 915.240000 3.240000 0.360000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
JM 7 0.970000 949.200000 -0.800000 -0.080000 950.000002
Eastnine 6 -0.370000 654.000000 -3.000000 -0.460000 657.000000
ASSA ABLOY B 4 -0.320000 985.600000 -7.400000 -0.750000 993.000000
Atrium Ljungberg B 5 0.110000 895.000000 -9.000000 -1.000000 904.000000
INVISIO 15 0.210000 3562.500000 -9.500000 -0.270000 3571.999995
Biotage 1 -1.830000 139.400000 -9.600000 -6.440000 149.000000
OX2 12 -0.930000 898.200000 -10.800000 -1.190000 909.000000
BioGaia B 8 1.180000 890.400000 -13.600000 -1.500000 904.000000
Bufab 3 0.230000 1062.000000 -14.000000 -1.300000 1076.000001
AcadeMedia 20 -0.820000 962.000000 -16.000000 -1.640000 978.000000
Gränges 10 0.290000 1021.000000 -18.000000 -1.730000 1039.000000
Vitrolife 3 0.270000 658.800000 -18.200000 -2.690000 677.000001
Latour B 4 -1.270000 837.200000 -18.800000 -2.200000 856.000000
Vitec Software Group B 2 -1.810000 1085.000000 -19.000000 -1.720000 1104.000000
Investor B 3 -0.190000 636.450000 -21.550000 -3.280000 657.999999
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
SKF B 5 0.690000 955.000000 -25.000000 -2.550000 980.000000
Sandvik 4 0.290000 820.800000 -27.200000 -3.210000 848.000000
Byggmax Group 33 0.210000 937.860000 -29.140000 -3.010000 966.999990
Addnode Group B 7 -1.420000 875.000000 -30.000000 -3.310000 904.999998
Sagax A 4 -1.830000 856.000000 -30.000000 -3.390000 886.000000
Sagax B 4 -1.660000 853.600000 -31.400000 -3.550000 885.000000
Hexatronic Group 15 -0.600000 1038.300000 -32.700000 -3.050000 1071.000000
Alimak Group 12 0.120000 973.200000 -33.800000 -3.360000 1007.000004
Hoist Finance 36 0.000000 972.000000 -39.000000 -3.860000 1010.999988
Platzer Fastigheter Holding B 12 -0.260000 906.000000 -45.000000 -4.730000 951.000000
EQT 4 -2.590000 827.200000 -45.800000 -5.250000 873.000000
HEXPOL B 8 -3.820000 905.600000 -51.400000 -5.370000 957.000000
Catena 2 -0.480000 752.800000 -53.200000 -6.600000 806.000000
Orrön Energy 170 -3.140000 1989.850000 -56.150000 -2.740000 2045.999980
Hexagon B 26 -0.810000 3356.600000 -63.400000 -1.850000 3420.000012
VEF 788 -1.040000 1793.490000 -109.510000 -5.750000 1903.000300
Sedana Medical 93 1.380000 2600.280000 -383.300000 -12.850000 2983.577733
TOTAL 43677.600000 -1197.980000 -6.42123% 44875.578016

Updated:¶

'2023-06-21 11:38:04.631583'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶